@article{201607.0004,
	doi = {10.20944/preprints201607.0004.v1},
	url = {https://doi.org/10.20944/preprints201607.0004.v1},
	year = 2016,
	month = {July},
	publisher = {Preprints},
	author = {Theodore Simos and Mike Tsionas},
	title = {Bayesian estimation of the fractional Ornstein-Uhlenbeck instantaneous rate of asset return process: Evidence from high-frequency stock price data},
	journal = {Preprints}
}